+86.1%
ARM vs FROG
+83.7%
+2.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +4.6% |
| 7D | +5.5% | -11.3% | +16.7% | +8.1% |
| 30D | -8.2% | +3.6% | -11.8% | -9.0% |
| 3M | -35.9% | +1.7% | -37.6% | -36.3% |
| 6M | +103.1% | +123.5% | -20.4% | +84.0% |
| YTD | +130.6% | +40.2% | +90.4% | +111.4% |
| 1Y | +86.1% | +81.0% | +5.1% | +72.5% |
| All | +86.1% | +83.7% | +2.3% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling